111~~~
Ir- MARCO TERICO
Matricialmente
E = Y - X13
X12
Xi p
X22
X2,
x02
X,
1
82
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MARCO TERICO
Supuestos del modelo:
, 0-2 )
e. = Y.
fr.
W70
muction%
00
=N=
Diagnstico de Regresin
MARCO TERICO
Normalidad de residuales
00000
muitib .% 111-2111MEM
MARCO TERICO
Diagnstico de Regresin
Homocedasticidad
yi =A+AN,-FAx, 2 +..+,6,5,+6,,
Entonces:
=1,..,n
var (e s ) = o-2
La violacin de este supuesto implica que los estimadores MCO ya no son los
de varianza mnima y las pruebas basadas en t y F en presencia de
heterocedasticidad puede llevar a conclusiones errneas.
En la prueba de Breusch-Pagan-Godfrey;
Ho: HomocedashcIdad (vadanza homognea)
LkscuRcOlts.
vx..IIONCon: U ro 3 A CAC.
rsTr.Alror.nr..
,y...111,.
% IP/MliEEM
mijition
0 000
Diagnstico de Regresin
Multicolinealidad
O O 0 .0
plall~(1=1
multiOr7.%
...
Diagnstico de Regresin
MARCO TERICO
Autocorrelacin
2 No autocorrelacin
Dif = <2 Correlacin positiva
>2
Correlacin negativa
Ho: No autocorrelacin
..0.0
o o.
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